From f6cbac706f21cb5d2da8aaa3b9bb62f7f68e683b Mon Sep 17 00:00:00 2001
From: D-X-Y <280835372@qq.com>
Date: Tue, 16 Mar 2021 23:48:01 +0000
Subject: [PATCH] Update configs

---
 configs/qlib/workflow_config_lightgbm_Alpha360.yaml | 9 ++++++++-
 configs/qlib/workflow_config_xgboost_Alpha360.yaml  | 9 ++++++++-
 scripts/trade/baseline.sh                           | 2 +-
 3 files changed, 17 insertions(+), 3 deletions(-)

diff --git a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
index 4acf153..04e9d1d 100644
--- a/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
+++ b/configs/qlib/workflow_config_lightgbm_Alpha360.yaml
@@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
     fit_start_time: 2008-01-01
     fit_end_time: 2014-12-31
     instruments: *market
-    infer_processors: []
+    infer_processors:
+	- class: RobustZScoreNorm
+          kwargs:
+              fields_group: feature
+              clip_outlier: true
+        - class: Fillna
+          kwargs:
+              fields_group: feature
     learn_processors:
         - class: DropnaLabel
         - class: CSRankNorm
diff --git a/configs/qlib/workflow_config_xgboost_Alpha360.yaml b/configs/qlib/workflow_config_xgboost_Alpha360.yaml
index 30e50fd..9e5ef7b 100644
--- a/configs/qlib/workflow_config_xgboost_Alpha360.yaml
+++ b/configs/qlib/workflow_config_xgboost_Alpha360.yaml
@@ -9,7 +9,14 @@ data_handler_config: &data_handler_config
     fit_start_time: 2008-01-01
     fit_end_time: 2014-12-31
     instruments: *market
-    infer_processors: []
+    infer_processors:
+	- class: RobustZScoreNorm
+          kwargs:
+              fields_group: feature
+              clip_outlier: true
+        - class: Fillna
+          kwargs:
+              fields_group: feature
     learn_processors:
         - class: DropnaLabel
         - class: CSRankNorm
diff --git a/scripts/trade/baseline.sh b/scripts/trade/baseline.sh
index 4fbae6c..8b48326 100644
--- a/scripts/trade/baseline.sh
+++ b/scripts/trade/baseline.sh
@@ -16,7 +16,7 @@ fi
 gpu=$1
 market=$2
 
-algorithms="MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE NAIVE"
+algorithms="NAIVE MLP GRU LSTM ALSTM XGBoost LightGBM SFM TabNet DoubleE"
 
 for alg in ${algorithms}
 do